NYMEX Light Sweet Crude Oil Future November 2020
Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
41.34 |
40.23 |
-1.11 |
-2.7% |
40.74 |
High |
41.34 |
41.20 |
-0.14 |
-0.3% |
41.48 |
Low |
39.84 |
39.25 |
-0.59 |
-1.5% |
39.25 |
Close |
40.20 |
41.10 |
0.90 |
2.2% |
41.10 |
Range |
1.50 |
1.95 |
0.45 |
30.0% |
2.23 |
ATR |
1.67 |
1.69 |
0.02 |
1.2% |
0.00 |
Volume |
32,810 |
32,635 |
-175 |
-0.5% |
155,469 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.37 |
45.68 |
42.17 |
|
R3 |
44.42 |
43.73 |
41.64 |
|
R2 |
42.47 |
42.47 |
41.46 |
|
R1 |
41.78 |
41.78 |
41.28 |
42.13 |
PP |
40.52 |
40.52 |
40.52 |
40.69 |
S1 |
39.83 |
39.83 |
40.92 |
40.18 |
S2 |
38.57 |
38.57 |
40.74 |
|
S3 |
36.62 |
37.88 |
40.56 |
|
S4 |
34.67 |
35.93 |
40.03 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.30 |
46.43 |
42.33 |
|
R3 |
45.07 |
44.20 |
41.71 |
|
R2 |
42.84 |
42.84 |
41.51 |
|
R1 |
41.97 |
41.97 |
41.30 |
42.41 |
PP |
40.61 |
40.61 |
40.61 |
40.83 |
S1 |
39.74 |
39.74 |
40.90 |
40.18 |
S2 |
38.38 |
38.38 |
40.69 |
|
S3 |
36.15 |
37.51 |
40.49 |
|
S4 |
33.92 |
35.28 |
39.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.48 |
39.25 |
2.23 |
5.4% |
1.27 |
3.1% |
83% |
False |
True |
31,093 |
10 |
41.48 |
38.09 |
3.39 |
8.2% |
1.37 |
3.3% |
89% |
False |
False |
38,707 |
20 |
41.91 |
35.54 |
6.37 |
15.5% |
1.70 |
4.1% |
87% |
False |
False |
30,203 |
40 |
41.91 |
29.03 |
12.88 |
31.3% |
1.81 |
4.4% |
94% |
False |
False |
25,096 |
60 |
41.91 |
24.43 |
17.48 |
42.5% |
1.98 |
4.8% |
95% |
False |
False |
25,136 |
80 |
41.91 |
24.43 |
17.48 |
42.5% |
2.09 |
5.1% |
95% |
False |
False |
24,008 |
100 |
54.17 |
24.43 |
29.74 |
72.4% |
2.16 |
5.3% |
56% |
False |
False |
22,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.49 |
2.618 |
46.31 |
1.618 |
44.36 |
1.000 |
43.15 |
0.618 |
42.41 |
HIGH |
41.20 |
0.618 |
40.46 |
0.500 |
40.23 |
0.382 |
39.99 |
LOW |
39.25 |
0.618 |
38.04 |
1.000 |
37.30 |
1.618 |
36.09 |
2.618 |
34.14 |
4.250 |
30.96 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
40.81 |
40.84 |
PP |
40.52 |
40.58 |
S1 |
40.23 |
40.32 |
|